-7.2%
TYL vs FTV
-3.2%
-4.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -3.7% | -4.5% | +0.8% | -2.0% |
| 30D | +18.7% | -7.1% | +25.8% | +22.0% |
| 3M | +18.1% | -7.2% | +25.3% | +21.3% |
| 6M | -1.1% | -1.5% | +0.4% | -0.9% |
| YTD | -19.8% | +3.5% | -23.3% | -20.7% |
| 1Y | -34.3% | +20.3% | -54.7% | -38.4% |
| All | -7.2% | -3.2% | -4.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling